화학공학소재연구정보센터
Applied Mathematics and Optimization, Vol.32, No.3, 255-279, 1995
Stochastic-Evolution Equations in Hilbert-Spaces
In this paper we consider Ito’s stochastic differential equation in Hilbert spaces. A strong solution is generated by the difference approximation. A regularity result is obtained for solutions to a class of parabolic stochastic partial differential equations. Hyperbolic stochastic evolution equations are also discussed.